The following pages link to (Q3175629):
Displaying 11 items.
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
- An exact analytical solution for discrete barrier options (Q2488504) (← links)
- A Closed-Form Formula for an Option with Discrete and Continuous Barriers (Q3083786) (← links)
- Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680) (← links)
- (Q3456453) (← links)
- Pricing European discrete barrier option based on Bates model (Q4688121) (← links)
- Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)